Related papers: Two-sided boundary functionals for Kou process
We apply the retarded/advanced formalism of real time field theory to the QED or QED like case. We obtain a general expression for the imaginary part of the two-point correlation function in terms of discontinuities. The hard loop expansion…
We investigate the maximal domain of the moment generating function of affine processes in the sense of Duffie, Filipovi\'{c} and Schachermayer [Ann. Appl. Probab. 13 (2003) 984-1053], and we show the validity of the affine transform…
We derive and apply a partial differential equation for the moment generating function of the Wright-Fisher model of population genetics.
The quantum diffusion approach is extended to low energy fusion (capture) reactions of light- and medium-mass nuclei. The dependence of the friction parameter on bombarding energy is taken into account. A simple analytic expression is…
In this paper the solutions $u_{\nu}=u_{\nu}(x,t)$ to fractional diffusion equations of order $0<\nu \leq 2$ are analyzed and interpreted as densities of the composition of various types of stochastic processes. For the fractional equations…
Circular domains frequently appear in the fields of ecology, biology and chemistry. In this paper, we investigate the equivariant Hopf bifurcation of partial functional differential equations with Neumann boundary condition on a…
We prove a central limit theorem for functionals of two independent $d$-dimensional fractional Brownian motions with the same Hurst index $H$ in $(\frac{2}{d+1},\frac{2}{d})$ using the method of moments.
In this paper, we mainly introduce a general method to study the existence and uniqueness of solution of free boundary problems with partially degenerate diffusion.
We study the local regularity and multifractal nature of the sample paths of jump diffusion processes, which are solutions to a class of stochastic differential equations with jumps. This article extends the recent work of Barral {\it et…
Fracture functions are parton distributions of an initial hadron in the presence of an almost collinear particle observed in the final state. They are important ingredients in QCD factorization for processes where a particle is produced…
In this paper we prove a duality relation between coalescence times and exit points in last-passage percolation models with exponential weights. As a consequence, we get lower bounds for coalescence times with scaling exponent 3/2, and we…
We investigate the twist two gluon distribution functions for spin 1/2 hadrons, emphasizing intrinsic transverse momentum of the gluons. These functions are relevant in leading order in the inverse hard scale in scattering processes such as…
We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
An expression for the two-particle relaxation time of collective excitations on a distorted Fermi surface in the diffusion approach to kinetic theory is obtained. The general case of momentum-dependent diffusion and drift coefficients is…
We study diffusion processes that are stopped or reflected on the boundary of a domain. The generator of the process is assumed to contain two parts: the main part that degenerates on the boundary in a direction orthogonal to the boundary…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
We study the positive recurrence of piecewise Ornstein-Uhlenbeck (OU) diffusion processes, which arise from many-server queueing systems with phase-type service requirements. These diffusion processes exhibit different behavior in two…
We derive an exact Green's function of the diffusion equation for a pair of spherical interacting particles in 2D subject to a back-reaction boundary condition.
This paper provides a theoretical framework of deriving the forward and backward Feynman-Kac equations for the distribution of functionals of the path of a particle undergoing both diffusion and chemical reaction. Very general forms of the…
We study boundary traces of shift-invariant diffusions: two-dimensional diffusions in the upper half-plane $\mathbb{R} \times [0, \infty)$ (or in $\mathbb{R} \times [0, R)$) invariant under horizontal translations. We prove that the…